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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+12.46%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$86.7B
AUM Growth
-$2.25B
(-2.5%)
Cap. Flow
-$11.4B
Cap. Flow
% of AUM
-13.16%
Top 10 Holdings %
Top 10 Hldgs %
41.28%
Holding
2,805
New
540
Increased
934
Reduced
804
Closed
399
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$246M |
| 2 |
NVIDIA
NVDA
|
+$142M |
| 3 |
Microsoft
MSFT
|
+$96.9M |
| 4 |
Boeing
BA
|
+$93.9M |
| 5 |
Apple
AAPL
|
+$93.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$410M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$295M |
| 3 |
iShares China Large-Cap ETF
FXI
|
+$103M |
| 4 |
Netflix
NFLX
|
+$40.8M |
| 5 |
Meta Platforms (Facebook)
META
|
+$40.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.7% |
| 2 | Consumer Discretionary | 1.09% |
| 3 | Communication Services | 0.67% |
| 4 | Industrials | 0.49% |
| 5 | Financials | 0.46% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
FITB
426
CALL
Fifth Third Bancorp
FITB
$52.4B
| $20M | 0.02% |
650,300
+240,600
| +59% | +$7.05M |
|
427
CALL
Halliburton
HAL
$27B
| $19.8M | 0.02% |
810,500
+407,600
| +101% | +$8.59M |
|
428
CALL
Electronic Arts
EA
$52.9B
| $19.7M | 0.02% |
183,300
-117,200
| -39% | -$11.6M |
|
429
PUT
First Solar
FSLR
$26.2B
| $19.7M | 0.02% |
351,900
-95,100
| -21% | -$5.22M |
|
430
Las Vegas Sands
LVS
$29.8B
| $19.6M | 0.02% |
283,202
+234,481
| +481% | +$14.6M |
|
431
PUT
D.R. Horton
DHI
$42.1B
| $19.4M | 0.02% |
368,400
-317,300
| -46% | -$16.9M |
|
432
State Street Materials Select Sector SPDR ETF
XLB
$8.52B
| $19.4M | 0.02% |
631,844
+584,638
| +1,238% | +$17.3M |
|
433
CALL
Union Pacific
UNP
$176B
| $19.4M | 0.02% |
107,300
-121,900
| -53% | -$20.9M |
|
434
PUT
Intuitive Surgical
ISRG
$130B
| $19.4M | 0.02% |
+98,400
| New | +$18.4M |
|
435
PUT
Royal Caribbean
RCL
$87.1B
| $19.2M | 0.02% |
144,000
+109,000
| +311% | +$12.7M |
|
436
PUT
Hasbro
HAS
$12.9B
| $19.1M | 0.02% |
180,400
+128,200
| +246% | +$13.3M |
|
437
PUT
HSBC
HSBC
$364B
| $19M | 0.02% |
486,400
+339,000
| +230% | +$12.9M |
|
438
PUT
Truist Financial
TFC
$64.3B
| $18.9M | 0.02% |
335,054
+318,054
| +1,871% | +$17.2M |
|
439
Eli Lilly
LLY
$995B
| $18.8M | 0.02% |
143,098
+48,492
| +51% | +$5.62M |
|
440
CALL
RTX Corp
RTX
$294B
| $18.8M | 0.02% |
198,943
-41,314
| -17% | -$3.75M |
|
441
CALL
Sanofi
SNY
$102B
| $18.7M | 0.02% |
372,900
+227,200
| +156% | +$10.6M |
|
442
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $18.6M | 0.02% |
295,906
-58,036
| -16% | -$3.58M |
|
|
DOCU
443
CALL
DocuSign
DOCU
$11B
| $18.6M | 0.02% |
250,400
+87,200
| +53% | +$5.99M |
|
444
PUT
Prudential Financial
PRU
$42.9B
| $18.3M | 0.02% |
195,500
+188,100
| +2,542% | +$17.3M |
|
|
PXD
445
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $18.3M | 0.02% |
120,600
-29,500
| -20% | -$3.93M |
|
446
Pfizer
PFE
$145B
| $18.3M | 0.02% |
491,019
+301,365
| +159% | +$10.7M |
|
447
PUT
Yum! Brands
YUM
$40.3B
| $18.2M | 0.02% |
181,000
-549,600
| -75% | -$56.9M |
|
448
PUT
Ford
F
$56.8B
| $18.2M | 0.02% |
1,959,000
+583,600
| +42% | +$5.25M |
|
449
CALL
Royal Gold
RGLD
$17.5B
| $18.2M | 0.02% |
149,000
-13,100
| -8% | -$1.55M |
|
450
PUT
Cheniere Energy
LNG
$53.9B
| $18.1M | 0.02% |
296,900
-346,200
| -54% | -$21.3M |
|
Similar funds
Parallax Volatility Advisers's Q4 2019 Portfolio in Review
As of Q4 2019, Parallax Volatility Advisers held 2,805 positions worth $86.7B, down 2.5% from $88.9B the previous quarter. Its ten largest holdings account for 41% of the portfolio.
Parallax Volatility Advisers withdrew a net $11.4B in Q4 2019, closing 399 positions and reducing 804 holdings. Its most notable exit was Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A, an estimated $16.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.7% of assets, up from 0.81% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Parallax Volatility Advisers opened a new position in Fidelity National Information Services worth $46.8M.
- Parallax Volatility Advisers's largest Q4 2019 buy was Fidelity National Information Services: 336,621 shares worth $46.8M.
- Parallax Volatility Advisers added most to iShares MSCI Emerging Markets ETF in Q4 2019, an estimated $246M increase.
- Parallax Volatility Advisers's biggest Q4 2019 reduction was Invesco QQQ Trust, cutting an estimated $410M.
- Parallax Volatility Advisers fully exited Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A in Q4 2019, selling an estimated $16.4M.
- Parallax Volatility Advisers's ten largest holdings make up 41% of its $86.7B portfolio in Q4 2019.
- Parallax Volatility Advisers opened 540 new positions and closed 399 in Q4 2019.
- Parallax Volatility Advisers's portfolio value fell 2.5% quarter-over-quarter to $86.7B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2019, filed 14 Feb 2020.